| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2,559.0 |
2,548.0 |
-11.0 |
-0.4% |
2,567.0 |
| High |
2,570.0 |
2,561.0 |
-9.0 |
-0.4% |
2,579.0 |
| Low |
2,540.0 |
2,537.0 |
-3.0 |
-0.1% |
2,525.0 |
| Close |
2,562.0 |
2,551.0 |
-11.0 |
-0.4% |
2,562.0 |
| Range |
30.0 |
24.0 |
-6.0 |
-20.0% |
54.0 |
| ATR |
40.9 |
39.7 |
-1.1 |
-2.8% |
0.0 |
| Volume |
644,380 |
907,438 |
263,058 |
40.8% |
4,720,671 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.7 |
2,610.3 |
2,564.2 |
|
| R3 |
2,597.7 |
2,586.3 |
2,557.6 |
|
| R2 |
2,573.7 |
2,573.7 |
2,555.4 |
|
| R1 |
2,562.3 |
2,562.3 |
2,553.2 |
2,568.0 |
| PP |
2,549.7 |
2,549.7 |
2,549.7 |
2,552.5 |
| S1 |
2,538.3 |
2,538.3 |
2,548.8 |
2,544.0 |
| S2 |
2,525.7 |
2,525.7 |
2,546.6 |
|
| S3 |
2,501.7 |
2,514.3 |
2,544.4 |
|
| S4 |
2,477.7 |
2,490.3 |
2,537.8 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.3 |
2,693.7 |
2,591.7 |
|
| R3 |
2,663.3 |
2,639.7 |
2,576.9 |
|
| R2 |
2,609.3 |
2,609.3 |
2,571.9 |
|
| R1 |
2,585.7 |
2,585.7 |
2,567.0 |
2,570.5 |
| PP |
2,555.3 |
2,555.3 |
2,555.3 |
2,547.8 |
| S1 |
2,531.7 |
2,531.7 |
2,557.1 |
2,516.5 |
| S2 |
2,501.3 |
2,501.3 |
2,552.1 |
|
| S3 |
2,447.3 |
2,477.7 |
2,547.2 |
|
| S4 |
2,393.3 |
2,423.7 |
2,532.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.0 |
2,525.0 |
45.0 |
1.8% |
29.6 |
1.2% |
58% |
False |
False |
897,474 |
| 10 |
2,594.0 |
2,496.0 |
98.0 |
3.8% |
33.6 |
1.3% |
56% |
False |
False |
691,683 |
| 20 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
36.4 |
1.4% |
79% |
False |
False |
363,347 |
| 40 |
2,594.0 |
2,235.0 |
359.0 |
14.1% |
39.6 |
1.6% |
88% |
False |
False |
182,726 |
| 60 |
2,594.0 |
2,115.0 |
479.0 |
18.8% |
41.1 |
1.6% |
91% |
False |
False |
125,648 |
| 80 |
2,594.0 |
2,016.0 |
578.0 |
22.7% |
42.4 |
1.7% |
93% |
False |
False |
96,837 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.7% |
43.5 |
1.7% |
93% |
False |
False |
77,764 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.7% |
44.0 |
1.7% |
93% |
False |
False |
64,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.0 |
|
2.618 |
2,623.8 |
|
1.618 |
2,599.8 |
|
1.000 |
2,585.0 |
|
0.618 |
2,575.8 |
|
HIGH |
2,561.0 |
|
0.618 |
2,551.8 |
|
0.500 |
2,549.0 |
|
0.382 |
2,546.2 |
|
LOW |
2,537.0 |
|
0.618 |
2,522.2 |
|
1.000 |
2,513.0 |
|
1.618 |
2,498.2 |
|
2.618 |
2,474.2 |
|
4.250 |
2,435.0 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,550.3 |
2,549.8 |
| PP |
2,549.7 |
2,548.7 |
| S1 |
2,549.0 |
2,547.5 |
|